+118.5%
EXPE vs ECL
+205.6%
-87.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.5% |
| 7D | -13.3% | -0.5% | -12.8% | -12.5% |
| 30D | -5.5% | +8.8% | -14.3% | -10.7% |
| 3M | -16.5% | +7.8% | -24.3% | -20.5% |
| 6M | +13.1% | +21.3% | -8.2% | -1.1% |
| YTD | -8.0% | +17.8% | -25.8% | -18.6% |
| 1Y | +1.1% | +21.1% | -20.0% | -12.5% |
| 3Y | +131.2% | +80.1% | +51.1% | +44.4% |
| 5Y | +39.8% | +40.5% | -0.7% | +4.0% |
| 10Y | +118.5% | +197.7% | -79.3% | +9.3% |
| All | +118.5% | +205.6% | -87.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling